Basic Stochastic Processes. A Course Through Exercises, Paperback - Tomasz Zastawniak

Stochastic processes are tools used widely by statisticians and researchers working in the mathematics of finance. This book for self-study provide...

This comprehensive and accessible introduction to modelling credit risk is tailored for master's students. It focuses on the two mainstream approac...

This book focuses on solving and implementing the increasingly complex numerical problems that arise in finance. Readers will learn the numerical t...

This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subje...

This book provides a compact exposition of the results explaining interrelations between diffusion stochastic processes, SDEs and the fractional in...

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Reducere. DescriptionAn introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balan...

Stochastic Processes with R: An Introduction cuts through the heavy theory that is present in most courses on random processes and serves as practi...

Featuring recent advances in probability, statistics, and stochastic processes, this new textbook presents Probability and Statistics, and an intro...

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived app...

Assuming only an undergraduate-level background in mathematics, this book explains the power of thinking probabilistically through a diverse set of...

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This book presents a course on stochastic games and the mathematical methods used in their analysis. Assuming only basic undergraduate mathematics,...

An integrated presentation of theory, applications and algorithms that demonstrates how useful simple stochastic (random) models can be for gaining...

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Publisher: Trieste PublishingAuthor(s): Geo H PaltridgeNumber of pages: 252Publication date: 2018Dimensions: 156 x 232 x 24Cover type: Paperback / ...

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This concise introduction covers all of the measure theory and probability most useful for statisticians. Originating from the authors' own graduat...